Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47886.35 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46491.4 Kr¶

PnL: ---------------------------------------> -397.17 Kr¶

DD now: ---------------------------------> -1.529 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 10:08:15.360897'

Anic Portfolio¶

This Week¶

Return: -0.11 %¶

Total¶

Return: 56.681 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.820000 3203.200000 232.200000 7.820000 2971.000006
HEBA B 70 2.540000 2824.500000 188.500000 7.150000 2636.000010
Boozt 12 1.350000 1708.800000 54.800000 3.310000 1653.999996
Corem Property Group B 59 1.730000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 1.840000 604.200000 47.200000 8.470000 557.000004
MedCap 2 2.250000 455.000000 34.000000 8.080000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.100000 388.600000 33.600000 9.460000 355.000000
SAAB B 8 -0.930000 3408.000000 31.000000 0.920000 3377.000000
OEM International B 7 1.920000 556.500000 28.500000 5.400000 527.999997
Resurs Holding 22 0.070000 601.480000 27.480000 4.790000 573.999998
HMS Networks 2 1.460000 694.800000 21.800000 3.240000 673.000000
Intrum 4 2.050000 547.000000 20.000000 3.800000 527.000000
Coor Service Management Hold. 8 2.390000 548.000000 16.000000 3.010000 532.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
CTEK 13 1.300000 536.900000 2.900000 0.540000 533.999999
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.210000 579.000000 2.000000 0.350000 577.000002
Swedbank A 3 -0.340000 565.350000 1.350000 0.240000 564.000000
Essity B 2 -1.040000 571.400000 -2.600000 -0.450000 574.000000
Samhällsbyggnadsbo. i Norden D 12 1.000000 243.360000 -2.640000 -1.070000 246.000000
Handelsbanken A 5 -0.140000 543.250000 -2.750000 -0.500000 546.000000
Sampo Oyj SDB 7 0.090000 3846.500000 -3.500000 -0.090000 3850.000000
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Securitas B 6 0.170000 564.960000 -5.040000 -0.880000 570.000000
Midsona B 63 3.040000 577.080000 -5.920000 -1.020000 582.999984
Nordea Bank Abp 29 -0.100000 3445.200000 -8.800000 -0.250000 3453.999992
International Petroleum Corp. 5 2.920000 564.000000 -30.570000 -5.140000 594.565215
FM Mattsson Mora Group B 50 -3.360000 2875.000000 -52.000000 -1.780000 2927.000000
Vivesto 1368 -2.060000 545.010000 -67.990000 -11.090000 612.999432
Axfood 13 0.360000 3673.800000 -82.200000 -2.190000 3756.000001
OX2 18 0.810000 1460.700000 -203.300000 -12.220000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46465.030000 -423.540000 -1.5832% 46888.564618

Updated:¶

'2023-01-23 10:07:32.181036'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶